Quantitative Risk Modelling Manager
The role holder will work on developing the statistical techniques and implementation tools needed in order to measure operational risk exposure and capital.
In addition to this the role will work closely with senior management and stakeholders across the bank and engage in quantitative discussions on capital modelling. Another key area of responsibility for this role holder will be providing quality assurance on quantitative parts of the operational risk model.
A sound knowledge of Matlab/ R/ S-Plus is essential while understanding of operational risk frameworks and regulatory requirements/RWA/Basel II would be a benefit.
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